Last price paid | 0.001 | |
Change | -75.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 16'000.00 Unit | |
Date/time | 18.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 21.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.07% |
Year to date (YTD) | -99.09% |
1 month | n.a. |
3 months | -96.00% |
1 year | -99.41% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 146.50 |
Premium | 0.05% |
Premium p.a. | 2.60% |
Leverage | 43.44 |
Implied volatility | 0.32 |
ISIN | CH1268372369 |
Symbol | BKW8MZ |
Security | 126837236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BKW N, CH0130293662 |
Underlying ISIN | CH0130293662 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 14.06.2023 |
Premium | 4.99% |
Premium p.a. | 259.99% |
Leverage | 260.73 |
Implied volatility | 32.37% |
Moneyness | out-of-the-money |
Leverage | 43.4424 |
Delta | 0.1666 |
Gamma | 0.0004 |
Theta | -0.0011 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 150.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.30 |
KUEHNE & NAGEL | 260.80 |
SONOVA HLDG N | 273.60 |
Lonza Group | 486.80 |
NOVARTIS N | 95.93 |
Name | Price |
---|---|
ROCHE GS | 249.80 |
Swiss Re | 110.95 |
Compagnie Financi... | 142.45 |
ZURICH INSURANCE | 479.30 |
Nestlé SA | 92.90 |